Online low-rank tensor subspace tracking from incomplete data by CP decomposition using recursive least squares
Year: 2016
Type: conference-paper
Abstract: We propose an online tensor subspace tracking algorithm based on the CP decomposition exploiting the recursive least squares (RLS), dubbed OnLine Low-rank Subspace tracking by TEnsor CP Decomposition (OLSTEC). Numerical evaluations show that the proposed OLSTEC algorithm gives faster convergence per iteration comparing with the state-of-the-art online algorithms.
Author: Hiroyuki Kasai
Institution: University of Electro-Communications
Language: English
Subfield: Computational Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2283679166
